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subject:"Risiko"
~person:"Chen, Zhiping"
~person:"Wang, Ruodu"
~type:"article"
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Search: subject_exact:"Risikomanagement"
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Risiko
Risikomanagement
23
Risk management
23
Risk
21
Theorie
21
Theory
21
Risikomaß
20
Risk measure
20
Portfolio selection
17
Portfolio-Management
17
Measurement
13
Messung
13
Basel Accord
5
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5
Value-at-Risk
5
expected shortfall
4
robustness
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Bank risk
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Robust statistics
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Robustes Verfahren
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risk aggregation
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Basel III
2
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Multi-period risk measure
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2
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risk sharing
2
value at risk
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Chen, Zhiping
Wang, Ruodu
Mao, Tiantian
10
Fabozzi, Frank J.
9
Righi, Marcelo Brutti
8
Sherris, Michael
8
Cai, Jun
7
Li, Johnny Siu-Hang
7
Qazi, Abroon
7
Balbás de la Corte, Alejandro
6
Guillén, Montserrat
6
Kakushadze, Zura
6
Li, Jianping
6
Rüschendorf, Ludger
6
Bhansali, Vineer
5
Boonen, Tim J.
5
Broll, Udo
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Ghadge, Abhijeet
5
Mirakhor, Abbas
5
Mitra, Sovan
5
Puccetti, Giovanni
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Ríos Insua, David
5
Stoja, Evarist
5
Tan, Ken Seng
5
Turvey, Calum Greig
5
Van Vuuren, Gary
5
Zhu, Xiaoqian
5
Asimit, Alexandru V.
4
Balbás, Beatriz
4
Brandtner, Mario
4
Chaudhry, Sajid M.
4
Cheng, T. C. E.
4
Cheung, Ka Chun
4
Csóka, Péter
4
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Insurance / Mathematics & economics
4
Finance and stochastics
3
Mathematics of operations research
3
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
China finance review international
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
OR spectrum : quantitative approaches in management
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
21
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1
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
2
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
3
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
4
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
5
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
6
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
7
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
8
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
9
Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu
;
Wei, Yunran
;
Willmot, Gordon E.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
Saved in:
10
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
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